Sorry, it's all too easy to swtich to jargon sometimes.
DMZ - your router has a firewall built in to protect your home network. Many routers also have something called a DMZ. This is a virtual area outside of the firewall. The theory goes that without the firewall getting in the way, the PS3 gets a better connection to the gaming community.
Ports (FIFA is your game ;-) ) Your router has ports, which are basically the gateways to the internet for the game. FIFA will use the same port numbers regardless of the make of your router. "Port forwarding" is the process of telling your router to allow all traffic through those ports, without intefering with it.
If you Google FIFA 11 (or whichever FIFA you have) and DMZ or Port Forwarding along with Sky Router, you should get some intructions on how to do it.
I tend to have my PS3 plugged in to the router as there's a number of phones, a desktop PC, a laptop and Sonos all using the wireless at any one time.